0001752724-20-011958.txt : 20200127 0001752724-20-011958.hdr.sgml : 20200127 20200127113914 ACCESSION NUMBER: 0001752724-20-011958 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191129 FILED AS OF DATE: 20200127 PERIOD START: 20191130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtus Global Multi-Sector Income Fund CENTRAL INDEX KEY: 0001528811 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22608 FILM NUMBER: 20547837 BUSINESS ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 BUSINESS PHONE: 860-243-1574 MAIL ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 FORMER COMPANY: FORMER CONFORMED NAME: Virtus-Newfleet Global Multi-Sector Income Fund DATE OF NAME CHANGE: 20110909 FORMER COMPANY: FORMER CONFORMED NAME: Newfleet Global Multi-Sector Income Fund DATE OF NAME CHANGE: 20110829 NPORT-P 1 primary_doc.xml NPORT-P false 0001528811 XXXXXXXX Virtus Global Multi-Sector Income Fund 811-22608 0001528811 5493008J77OQDENT5651 101 Munson Street Greenfield 01301-9668 866-270-7788 Virtus Global Multi-Sector Income Fund 5493008J77OQDENT5651 2019-11-30 2019-11-29 N 209018781.36 60292831.34 148725950.02 0 0 57000000 0 0 0 0 0 0 0 519959.3 0 0 1384426.92 USD N RCO Mortgage LLC N/A 74937LAA4 381504.10000000 PA USD 382258.94000000 0.257022355512 Long ABS-MBS CORP US N 2 2024-05-24 Variable 3.72100000 N N N N N N Trinity Rail Leasing L.P. N/A 89657BAA2 509818.10000000 PA USD 526428.28000000 0.353958592921 Long ABS-O CORP US N 2 2049-04-17 Fixed 3.82000000 N N N N N N Caesars Palace Las Vegas Trust N/A 12770QAJ4 425000.00000000 PA USD 443567.44000000 0.298244818702 Long ABS-MBS CORP US N 2 2034-10-15 Fixed 4.13840000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AK0 1220000.00000000 PA USD 1285150.44000000 0.864106391539 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N GATEWAY CASINOS & ENTERT 549300AK9XBIDV7T6V58 36760BAE9 495000.00000000 PA USD 506137.50000000 0.340315526599 Long DBT CORP CA N 2 2024-03-01 Fixed 8.25000000 N N N N N N CALIFORNIA RESOURCES CRP 5493003Q8F0T4F4YMR48 000000000 360000.00000000 PA USD 208080.00000000 0.139908334740 Long LON CORP US N 2 2021-12-31 Floating 12.28430000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -5032.00000000 -0.00338340417 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3240 USD 2019-12-13 XXXX 1357.36 N N N ARES FINANCE CO LLC N/A 04015CAA6 830000.00000000 PA USD 830285.32000000 0.558265265670 Long DBT CORP US N 2 2024-10-08 Fixed 4.00000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AC7 365000.00000000 PA USD 384821.33000000 0.258745249197 Long DBT CORP US N 2 2027-10-15 Fixed 7.50000000 N N N N N N VMWARE INC 549300BUDHS3LRWBE814 928563AC9 627000.00000000 PA USD 656878.88000000 0.441670656608 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 59318YAB4 300000.00000000 PA USD 283336.20000000 0.190508919231 Long DBT CORP LU N 2 2029-09-19 Fixed 6.25000000 N N N N N N NORWEGIAN AIR 16-1 A PTT N/A 628788AA9 686159.75320000 PA USD 672353.53000000 0.452075464913 Long DBT CORP NO N 2 2028-05-10 Fixed 4.87500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAZ2 835000.00000000 PA USD 917498.00000000 0.616905119702 Long DBT CORP NL N 2 2029-02-01 Fixed 5.75000000 N N N N N N OFFICE PPTY INCOME TRST N/A 81618TAC4 690000.00000000 PA USD 718600.64000000 0.483170986571 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N NEIMAN MARCUS GRP LTD LL N/A 64021VAA0 299000.00000000 PA USD 82972.50000000 0.055788851904 Long DBT CORP US N 2 2024-10-25 Fixed 8.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 1310000.00000000 PA USD 1428057.20000000 0.960193698415 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N DELL INTERNATIONAL LLC N/A 24702NBE9 166891.18000000 PA USD 167754.01000000 0.112794041643 Long LON CORP US N 2 2025-09-19 Floating 3.72160000 N N N N N N DRAWBRIDGE SPEC OPPOR FU N/A 26150TAA7 925000.00000000 PA USD 935227.59000000 0.628826099194 Long DBT CORP US N 2 2021-08-01 Fixed 5.00000000 N N N N N N CITRIX SYSTEMS INC HCTKJGUQOPZ5NBK7NP58 177376AE0 570000.00000000 PA USD 619592.98000000 0.416600451983 Long DBT CORP US N 2 2027-12-01 Fixed 4.50000000 N N N N N N CIT Group Home Equity Loan Tru N/A 12558MBK7 366226.71000000 PA USD 369477.92000000 0.248428683730 Long ABS-MBS CORP US N 2 2034-07-20 Variable 5.48000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 800000.00000000 PA USD 875200.00000000 0.588464891219 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N Business Jet Securities, LLC N/A 12326QAA2 594080.06000000 PA USD 611039.86000000 0.410849525531 Long ABS-O CORP US N 2 2034-07-15 Fixed 4.21200000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 19176.00000000 0.012893513201 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2975 USD 2019-12-13 XXXX 2717.36 N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 44106MAT9 745000.00000000 PA USD 760123.49000000 0.511090021544 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCD2 215000.00000000 PA USD 223623.65000000 0.150359537101 Long DBT CORP MX N 2 2023-09-21 Fixed 4.62500000 N N N N N N Wells Fargo Commercial Mortgag 549300W6NRTMFPYUPG47 94989EAK3 690000.00000000 PA USD 719331.56000000 0.483662440820 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.71900000 N N N N N N GRUPO INVERSIONES SURAME 549300AC1Q176TZL0305 40052XAB6 1040000.00000000 PA USD 1143277.20000000 0.768714000378 Long DBT CORP CO N 2 2026-04-29 Fixed 5.50000000 N N N N N N DENBURY RESOURCES INC 549300KCWA5W52MS5559 247916AH2 224000.00000000 PA USD 185360.00000000 0.124631915260 Long DBT CORP US N 2 2022-03-31 Fixed 9.25000000 N N N N N N SECURUS TECHNOLOGIES HLDS 549300EBCNNXVCJ2FW66 78410QAB8 87561.10420000 PA USD 63153.45000000 0.042462966275 Long LON CORP US N 2 2024-11-01 Floating 6.41860000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AD2 620000.00000000 PA USD 617544.80000000 0.415223301593 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N Pretium Mortgage Credit Partne N/A 74137YAA4 378336.57000000 PA USD 381580.09000000 0.256565911966 Long ABS-MBS CORP US N 2 2060-07-25 Variable 4.21320000 N N N N N N SIGMA FINANCE NL 549300K5R8C331KIC659 8265QNAA0 880000.00000000 PA USD 941600.00000000 0.633110765050 Long DBT CORP NL N 2 2028-03-27 Fixed 4.87500000 N N N N N N ODEBRECHT OIL & FINANCE N/A 67576JAB7 154468.00000000 PA USD 1312.98000000 0.000882818364 Long DBT CORP BR N 2 N/A None 0.00000000 N N N N N N HOYA MIDCO LLC 549300LK73TSUP0YKH27 44325HAB4 314783.18040000 PA USD 306387.91000000 0.206008373090 Long LON CORP US N 2 2024-06-30 Floating 5.55640000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AG8 520000.00000000 PA USD 515299.20000000 0.346475648621 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.62500000 N N N N N N SYNOVUS FINANCIAL CORP 549300EIUS8UN5JTLE54 87161CAM7 350000.00000000 PA USD 373625.00000000 0.251217087502 Long DBT CORP US N 2 2029-02-07 Floating 5.90000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAC2 1000000.00000000 PA USD 1105595.85000000 0.743377904025 Long DBT CORP CN N 2 2028-09-12 Fixed 4.25000000 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 44485HAA2 495000.00000000 PA USD 503662.50000000 0.338651391994 Long DBT CORP CA N 2 2026-06-01 Fixed 7.00000000 N N N N N N GSAA Home Equity Trust N/A 362341TK5 253065.86000000 PA USD 264169.35000000 0.177621558285 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.99900000 N N N N N N UBS Commercial Mortgage Trust N/A 90269GAN1 415000.00000000 PA USD 415772.11000000 0.279555860926 Long ABS-MBS CORP US N 2 2045-05-10 Variable 5.75598400 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AB6 725000.00000000 PA USD 739616.00000000 0.497301244268 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N REPUBLIC OF SOUTH AFRICA N/A 836205AX2 955000.00000000 PA USD 918347.10000000 0.617476035538 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Towd Point Mortgage Trust N/A 89176BAA4 198160.20000000 PA USD 199805.23000000 0.134344564598 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 500000.00000000 PA USD 521802.50000000 0.350848321984 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368BGS1 1064000.00000000 PA USD 1107730.40000000 0.744813127669 Long DBT CORP CA N 2 2032-12-15 Floating 3.80300000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 716558AG6 1820000.00000000 PA USD 131950.00000000 0.088720226686 Long DBT CORP VE N 2 2024-05-16 Fixed 6.00000000 Y Y N N N N Homeward Opportunities Fund I N/A 43789EAA4 319200.91000000 PA USD 322489.32000000 0.216834600792 Long ABS-MBS CORP US N 2 2059-01-25 Variable 3.45400000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751AY7 305000.00000000 PA USD 311100.00000000 0.209176676940 Long DBT CORP CA N 2 2022-03-15 Fixed 5.75000000 N N N N N N HILLMAN GROUP INC BDPO7HREUXNPHVMSIT54 40423BAA8 340000.00000000 PA USD 312800.00000000 0.210319718890 Long DBT CORP US N 2 2022-07-15 Fixed 6.37500000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAA3 1500000.00000000 PA USD 1648050.00000000 1.108111933242 Long DBT CORP MA N 2 2024-04-25 Fixed 5.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 535000.00000000 PA USD 611989.84000000 0.411488270821 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N Angel Oak Mortgage Trust N/A 03463VAA3 433317.74000000 PA USD 437721.72000000 0.294314287413 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.67400000 N N N N N N Upstart Securitization Trust 5493001JGB0VWKP2NJ75 91679KAB0 620000.00000000 PA USD 626009.85000000 0.420915011748 Long ABS-O CORP US N 2 2026-04-20 Fixed 4.19000000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 89616RAA7 345000.00000000 PA USD 308775.00000000 0.207613398978 Long DBT CORP US N 2 2025-11-01 Fixed 6.62500000 N N N N N N Mariner Finance Issuance Trust N/A 56846PAA2 230000.00000000 PA USD 235053.61000000 0.158044786379 Long ABS-O CORP US N 2 2030-11-20 Fixed 4.20000000 N N N N N N FINCO I LLC 5493001RSEZ0X6VJMC68 31774BAD6 108469.31000000 PA USD 108710.11000000 0.073094244807 Long LON CORP US N 2 2022-12-27 Floating 4.09860000 N N N N N N EP ENER/EVEREST ACQ FIN N/A 268787AJ7 125000.00000000 PA USD 83750.00000000 0.056311625502 Long DBT CORP US N 2 2026-05-15 Fixed 7.75000000 Y Y N N N N FERL PRT LP/FERL PRT FIN N/A 315295AG0 125000.00000000 PA USD 81250.00000000 0.054630681457 Long DBT CORP US N 2 2020-06-15 Fixed 8.62500000 Y N N N N N TEMPO ACQUISITION LLC/FI N/A 88023JAA4 140000.00000000 PA USD 144200.00000000 0.096956852506 Long DBT CORP US N 2 2025-06-01 Fixed 6.75000000 N N N N N N SEDGWICK CMS INC 549300BIN4DWJG5VWF64 81527CAM9 309225.00000000 PA USD 308451.94000000 0.207396180665 Long LON CORP US N 2 2026-09-04 Floating 5.90550000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 935000.00000000 PA USD 1015935.23000000 0.683092109926 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35000000 N N N N N N ALFA S.A. 549300ZCGJ6T8YDJ4M34 015398AB6 910000.00000000 PA USD 975975.00000000 0.656223745666 Long DBT CORP MX N 2 2024-03-25 Fixed 5.25000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267AK4 985000.00000000 PA USD 1048898.22000000 0.705255686622 Long DBT CORP US N 2 N/A Floating 5.00000000 N N N N N N BROOKFIELD WEC HOLDINGS 5493002M6GRSU1IWMG57 11284EAB9 406925.00230000 PA USD 406587.25000000 0.273380166638 Long LON CORP US N 2 2025-08-01 Floating 5.39050000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJD7 1303332.71000000 PA USD 1351668.20000000 0.908831444558 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Sabine Oil & Gas Holdings Inc N/A 78532M104 465.00000000 NS USD 29295.00000000 0.019697302317 Long EC CORP US N 2 N N N VERTAFORE INC 549300C8UJDK6DDYSL16 92531SAZ6 317619.04730000 PA USD 307931.67000000 0.207046362762 Long LON CORP US N 2 2025-07-02 Floating 5.15990000 N N N N N N PENTAIR FINANCE SARL 549300H2U8U8TZPV3T89 709629AR0 520000.00000000 PA USD 544977.00000000 0.366430337090 Long DBT CORP LU N 2 2029-07-01 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89176LAC8 215000.00000000 PA USD 226751.13000000 0.152462384654 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N SABIC CAPITAL II BV 2138005PCUTH59D4RJ83 78520LAB6 810000.00000000 PA USD 897024.78000000 0.603139384807 Long DBT CORP NL N 2 2028-10-10 Fixed 4.50000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAG9 250000.00000000 PA USD 267264.92000000 0.179702950267 Long DBT CORP NL N 2 2025-04-24 Fixed 4.89200000 N N N N N N CITGO HOLDING INC 549300NYHOALWZ2BSL72 17302WAB4 190000.00000000 PA USD 199262.50000000 0.133979645094 Long DBT CORP US N 2 2024-08-01 Fixed 9.25000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 346000.00000000 PA USD 376063.89000000 0.252856942550 Long DBT NUSS BM N 2 2024-02-06 Fixed 4.85400000 N N N N N N DOWNSTREAM DEVELOPMENT 549300NM30NX0VZ5ZB32 26112TAJ5 140000.00000000 PA USD 146650.00000000 0.098604177670 Long DBT CORP US N 2 2023-02-15 Fixed 10.50000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 4080.00000000 0.002743300681 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2940 USD 2019-12-06 XXXX -10338.64 N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAM9 476663.77000000 PA USD 476315.81000000 0.320264089713 Long LON CORP US N 2 2023-11-01 Floating 5.13460000 N N N N N N PARFUMS HOLDING CO INC 549300S46D4GK45PA591 000000000 266525.20400000 PA USD 263097.69000000 0.176900998087 Long LON CORP US N 2 2024-06-30 Floating 6.38460000 N N N N N N Homeward Opportunities Fund I N/A 43789CAA8 161533.67000000 PA USD 164375.95000000 0.110522709707 Long ABS-MBS CORP US N 2 2058-11-25 Variable 3.98500000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAA1 620000.00000000 PA USD 555966.40000000 0.373819363685 Long DBT CORP US N 2 2025-11-15 Fixed 7.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAE1 365000.00000000 PA USD 299300.00000000 0.201242621048 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N Towd Point Mortgage Trust N/A 89175JAB6 260000.00000000 PA USD 262643.78000000 0.176595799162 Long ABS-MBS CORP US N 2 2057-10-25 Variable 3.00000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -340.00000000 -0.00022860839 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3205 USD 2019-12-02 XXXX 3669.36 N N N Preston Ridge Partners Mortgag N/A 69358XAA8 657631.63000000 PA USD 659164.57000000 0.443207503405 Long ABS-MBS CORP US N 2 2024-04-25 Variable 3.96700000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBD4 787000.00000000 PA USD 870112.98000000 0.585044492829 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N TELENET FINANCE LUX NOTE 2138007RI9GLJPCC3E25 000000000 400000.00000000 PA USD 424000.00000000 0.285088110005 Long DBT CORP LU N 2 2028-03-01 Fixed 5.50000000 N N N N N N ATLANTIC AVIATION FBO INC 549300IFVVFYQ4SH7939 04822DAJ8 114137.50000000 PA USD 114993.53000000 0.077319075779 Long LON CORP US N 3 2025-12-06 Floating 5.65550000 N N N N N N CINCINNATI BELL INC 549300JYVZOCUJOHL272 171871AP1 575000.00000000 PA USD 538343.75000000 0.361970288256 Long DBT CORP US N 2 2024-07-15 Fixed 7.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBQ5 314212.50000000 PA USD 315155.14000000 0.211903262314 Long LON CORP US N 2 2026-04-01 Floating 4.77700000 N N N N N N GRANITE HOLDINGS US ACQU N/A 38748YAA0 410000.00000000 PA USD 381300.00000000 0.256377585719 Long DBT CORP US N 2 2027-10-01 Fixed 11.00000000 N N N N N N DISH DBS CORP N/A 25470XAJ4 260000.00000000 PA USD 271700.00000000 0.182684998793 Long DBT CORP US N 2 2022-07-15 Fixed 5.87500000 N N N N N N CROWNROCK LP/CROWNROCK F N/A 228701AF5 530000.00000000 PA USD 523706.25000000 0.352128360874 Long DBT CORP US N 2 2025-10-15 Fixed 5.62500000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 205000.00000000 PA USD 204746.95000000 0.137667266521 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N SECURUS TECHNOLOGIES HLDS 549300EBCNNXVCJ2FW66 78410QAE2 295000.00000000 PA USD 134077.50000000 0.090150710069 Long LON CORP US N 2 2025-11-01 Floating 10.14050000 N N N N N N APLP HOLDINGS LP 5493007KQL803F6BK452 000000000 362857.13990000 PA USD 363158.31000000 0.244179519412 Long LON CORP CA N 2 2023-04-19 Floating 4.65230000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 525000.00000000 PA USD 541253.51000000 0.363926745754 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N MEREDITH CORP 549300YC8BC386CCTS24 589433AB7 315000.00000000 PA USD 323662.50000000 0.217623420765 Long DBT CORP US N 2 2026-02-01 Fixed 6.87500000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 950000.00000000 PA USD 995125.00000000 0.669099777050 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 1535000.00000000 PA USD 1645328.13000000 1.106281808775 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N ENVISION HEALTHCARE CORP 549300OL60X0LPKY8N60 29373UAC5 188918.51970000 PA USD 148064.89000000 0.099555518038 Long LON CORP US N 2 2025-10-10 Floating 5.75090000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 985000.00000000 PA USD 1074891.10000000 0.722732717360 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAB7 560000.00000000 PA USD 551600.00000000 0.370883494054 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.12500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 2040.00000000 0.001371650340 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2945 USD 2019-12-04 XXXX -14758.64 N N N ONE CALL CORP 549300WUCCV86ZQHG041 68347RAF6 240000.00000000 PA USD 214500.00000000 0.144224999047 Long LON CORP US N 2 2022-11-27 Floating 7.14050000 N N N N N N SEVERSTAL (STEEL CAP) 222100O3LN8LHUW6LJ83 85805RAB4 1100000.00000000 PA USD 1190052.60000000 0.800164732408 Long DBT CORP LU N 2 2022-10-17 Fixed 5.90000000 N N N N N N CHG HEALTHCARE SERVICES INC 54930016Y1HPAVB9PZ54 12541HAR4 430236.87550000 PA USD 430684.32000000 0.289582497164 Long LON CORP US N 2 2023-06-07 Floating 4.90550000 N N N N N N Clear Channel Outdoor Holdings N/A 18453H106 6403.00000000 NS USD 15879.44000000 0.010676980041 Long EC CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BB6 606000.00000000 PA USD 652965.00000000 0.439039051296 Long DBT CORP US N 2 2053-08-15 Floating 5.75000000 N N N N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 635000.00000000 PA USD 626427.50000000 0.421195830260 Long DBT CORP US N 2 2030-01-21 Fixed 4.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCE8 140000.00000000 PA USD 152950.00000000 0.102840156663 Long DBT CORP US N 2 2022-04-01 Fixed 8.12500000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BQ3 135000.00000000 PA USD 143775.00000000 0.096671092019 Long DBT CORP US N 2 2026-08-15 Fixed 6.00000000 N N N N N N Vericrest Opportunity Loan Tra N/A 92870EAA1 408182.66000000 PA USD 408383.65000000 0.274588025791 Long ABS-MBS CORP US N 2 2049-11-26 Variable 3.32690000 N N N N N N JSL EUROPE 54930068BSUST41D5C30 46590PAB9 675000.00000000 PA USD 721521.00000000 0.485134571272 Long DBT CORP LU N 2 2024-07-26 Fixed 7.75000000 N N N N N N Primrose Schools N/A 74166YAA8 520000.00000000 PA USD 531315.20000000 0.357244448550 Long ABS-O CORP US N 2 2049-07-30 Fixed 4.47500000 N N N N N N Mill City Mortgage Trust N/A 59980YAB1 1340000.00000000 PA USD 1382930.65000000 0.929851616220 Long ABS-MBS CORP US N 2 2066-04-25 Variable 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAC4 265000.00000000 PA USD 275587.84000000 0.185299095391 Long ABS-MBS CORP US N 2 2056-10-25 Variable 3.75000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BE8 290000.00000000 PA USD 295887.00000000 0.198947796238 Long DBT CORP US N 2 2023-07-15 Fixed 9.00000000 N N N N N N KINDER MORGAN INC/DELAWA 549300WR7IX8XE0TBO16 28368EAE6 570000.00000000 PA USD 778709.84000000 0.523587067284 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 550000.00000000 PA USD 533995.00000000 0.359046286090 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N GCAT N/A 36166PAA6 241389.76000000 PA USD 243273.03000000 0.163571340419 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.98500000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 15400.00000000 PA USD 16632.00000000 0.011182984541 Long DBT CORP US N 2 2026-05-01 Fixed 6.37500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -2380.00000000 -0.00160025873 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3190 USD 2019-12-04 XXXX 949.36 N N N ELDORADO RESORTS INC 5299000BKFWWVND5L441 28470RAG7 180000.00000000 PA USD 198144.00000000 0.133227590728 Long DBT CORP US N 2 2026-09-15 Fixed 6.00000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GAU8 184608.58000000 PA USD 188510.45000000 0.126750207327 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.50000000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAC9 790000.00000000 PA USD 839978.56000000 0.564782783291 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N COSTA RICA GOVERNMENT N/A 221597CP0 780000.00000000 PA USD 788970.00000000 0.530485769224 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.12500000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAE0 485000.00000000 PA USD 527437.50000000 0.354637169861 Long DBT CORP US N 2 2028-03-20 Fixed 5.15200000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 80875AAP6 226549.99980000 PA USD 225417.25000000 0.151565513597 Long LON CORP US N 2 2024-08-14 Floating 4.65410000 N N N N N N BANCO DE BOGOTA SA 549300LYHE7LWSKDZT53 059514AC3 560000.00000000 PA USD 625240.00000000 0.420397381839 Long DBT CORP CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N United Auto Credit Securitizat N/A 90945QAE1 520000.00000000 PA USD 526579.82000000 0.354060485025 Long ABS-O CORP US N 2 2024-08-12 Fixed 4.29000000 N N N N N N CITADEL LP N/A 17288XAB0 415000.00000000 PA USD 433430.53000000 0.291428987302 Long DBT CORP US N 2 2027-01-15 Fixed 4.87500000 N N N N N N REPUBLIC OF SOUTH AFRICA N/A 836205AU8 325000.00000000 PA USD 315250.00000000 0.211967044054 Long DBT NUSS ZA N 2 2028-10-12 Fixed 4.30000000 N N N N N N AMERICAN GREETINGS CORP 549300WMJOT8C9DNMF90 02639DAL0 479531.48000000 PA USD 463049.98000000 0.311344442538 Long LON CORP US N 2 2024-04-06 Floating 6.52700000 N N N N N N IRIDIUM SATELLITE LLC 254900615BJ7139TFM33 000000000 45000.00000000 PA USD 45422.10000000 0.030540803399 Long LON CORP US N 2 2026-11-04 Floating 5.44710000 N N N N N N SINOPEC GRP OVERSEAS DEV 5493001IPW8ZGQ181Z16 82938NAC8 800000.00000000 PA USD 839615.77000000 0.564538851415 Long DBT CORP CN N 2 2027-04-12 Fixed 3.62500000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAM5 570000.00000000 PA USD 595187.88000000 0.400191008979 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AH4 1285000.00000000 PA USD 1331581.25000000 0.895325428965 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -3128.00000000 -0.00210319718 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3230 USD 2019-12-11 XXXX 881.36 N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 740840AC7 545000.00000000 PA USD 547834.00000000 0.368351319945 Long DBT NUSS PK N 2 2027-12-05 Fixed 6.87500000 N N N N N N OneMain Direct Auto Receivable N/A 68268XAC5 520000.00000000 PA USD 532931.46000000 0.358331185598 Long ABS-O CORP US N 2 2025-10-14 Fixed 3.85000000 N N N N N N MILK SPECIALTIES CO 5493000QDYDYJEI8F305 00214VAD5 211836.56530000 PA USD 191712.09000000 0.128902918404 Long LON CORP US N 2 2023-08-16 Floating 5.90990000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 355000.00000000 PA USD 369998.88000000 0.248778965574 Long DBT CORP NL N 2 2023-04-24 Fixed 4.44100000 N N N N N N ALBERTSON'S LLC 549300MBYHQDK18CKL60 01310TAW9 178415.44410000 PA USD 179466.31000000 0.120669130017 Long LON CORP US N 2 2026-08-17 Floating 4.65990000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBE6 40000.00000000 PA USD 41098.00000000 0.027633375342 Long DBT CORP US N 2 2027-08-15 Fixed 5.25000000 N N N N N N VISTA OUTDOOR INC 549300QI2D33ESTJLN81 928377AB6 530000.00000000 PA USD 504825.00000000 0.339433030975 Long DBT CORP US N 2 2023-10-01 Fixed 5.87500000 N N N N N N EAGLE HOLDING CO II LLC N/A 26959XAA1 300000.00000000 PA USD 303750.00000000 0.204234701448 Long DBT CORP US N 2 2022-05-15 Fixed 7.62500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 135000.00000000 PA USD 146151.00000000 0.098268661239 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAN6 730000.00000000 PA USD 784188.60000000 0.527270862882 Long DBT CORP CN N 2 2029-04-11 Fixed 3.97500000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906AAH1 195000.00000000 PA USD 99450.00000000 0.066867954103 Long DBT CORP US N 2 2020-04-15 Fixed 8.50000000 N N N N N N CPG MERGER SUB LLC N/A 12626CAA0 435000.00000000 PA USD 433564.50000000 0.291519065732 Long DBT CORP US N 2 2021-10-01 Fixed 8.00000000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 89387YAC5 760000.00000000 PA USD 870200.00000000 0.585103003129 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N Arroyo Mortgage Trust N/A 042859AA6 350062.25000000 PA USD 357141.52000000 0.240133964484 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.80500000 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 89378TAC7 1000000.00000000 PA USD 1016454.00000000 0.683440919263 Long DBT CORP ZA N 2 2022-07-26 Fixed 4.00000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91531UAA8 537168.42000000 PA USD 537168.42000000 0.361180022671 Long ABS-O CORP US N 3 2025-07-15 Fixed 4.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA N/A 836205AR5 670000.00000000 PA USD 730300.00000000 0.491037374380 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N GLS Auto Receivables Trust N/A 36253UAD3 790000.00000000 PA USD 793486.74000000 0.533522724106 Long ABS-O CORP US N 2 2022-07-15 Fixed 3.50000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BE6 640000.00000000 PA USD 666098.44000000 0.447869682399 Long DBT CORP US N 2 2054-09-15 Floating 4.37500000 N N N N N N BHN MERGER SUB INC 549300LFU3K8UIR03132 09238FAK7 495242.44340000 PA USD 492587.94000000 0.331205105722 Long LON CORP US N 2 2025-06-15 Floating 5.13940000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 136.00000000 0.000091443356 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3290 USD 2019-12-13 XXXX -2314.64 N N N TRANSPORT DE GAS PERU 529900SKHHNI5HVI0Y66 89388AAA0 1350000.00000000 PA USD 1431810.00000000 0.962716997139 Long DBT CORP PE N 2 2028-04-30 Fixed 4.25000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AE1 401800.00000000 PA USD 408216.75000000 0.274475805967 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.62900000 N N N N N N KRONOS ACQUISITION HOLDI N/A 50106GAA0 390000.00000000 PA USD 349050.00000000 0.234693407541 Long DBT CORP CA N 2 2023-08-15 Fixed 9.00000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 215000.00000000 PA USD 216075.00000000 0.145283993795 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N Arbys Funding LLC N/A 038779AA2 657600.00000000 PA USD 673395.55000000 0.452776095838 Long ABS-O CORP US N 2 2045-10-30 Fixed 4.96900000 N N N N N N TERRAFORM POWER OPERATIN 5493000S2OLR3UT5BE13 88104LAE3 450000.00000000 PA USD 467721.00000000 0.314485131839 Long DBT CORP US N 2 2028-01-31 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan N/A 64830GAB2 695827.68000000 PA USD 722556.44000000 0.485830777952 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 68.00000000 0.000045721678 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3280 USD 2019-12-11 XXXX -1430.64 N N N Citigroup Mortgage Loan Trust N/A 17327RAA8 557829.90000000 PA USD 571898.04000000 0.384531441838 Long ABS-MBS CORP US N 2 2066-01-25 Variable 3.50000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -35768.00000000 -0.02404960263 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3025 USD 2019-12-13 XXXX -8706.64 N N N IND & COMM BK CHINA/NY 5493002ERZU2K9PZDL40 45580KAK4 925000.00000000 PA USD 964866.74000000 0.648754800268 Long DBT CORP US N 2 2027-11-08 Fixed 3.53800000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 000000000 60291.62230000 PA USD 60536.41000000 0.040703327154 Long LON CORP US N 2 2025-06-01 Floating 4.90550000 N N N N N N SKOPOS AUTO RECEIVABLES TRUST N/A 83085LAB3 790000.00000000 PA USD 792426.64000000 0.532809936593 Long ABS-O CORP US N 2 2022-05-16 Fixed 3.93000000 N N N N N N AHP HEALTH PARTNERS 549300QMM8MQ6SM5KX05 00130MAB0 340687.50000000 PA USD 340830.59000000 0.229166860224 Long LON CORP US N 2 2025-06-28 Floating 6.59860000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 000000000 425000.00000000 PA USD 424137.25000000 0.285180393833 Long LON CORP US N 2 2027-01-15 Floating 3.70280000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAT9 520000.00000000 PA USD 540028.59000000 0.363103136962 Long DBT CORP CN N 2 2027-12-06 Fixed 3.40000000 N N N N N N 1199169 BC ULC N/A 26812CAD8 83916.08000000 PA USD 84165.31000000 0.056590870650 Long LON CORP CA N 2 2026-04-04 Floating 6.00950000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAV6 155000.00000000 PA USD 177430.05000000 0.119299994369 Long DBT CORP US N 2 2026-04-01 Fixed 9.25000000 N N N N N N Progress Residential Trust N/A 74332UAC1 530000.00000000 PA USD 537528.01000000 0.361421802938 Long ABS-O CORP US N 2 2035-08-17 Fixed 3.84100000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 515000.00000000 PA USD 513171.75000000 0.345045198858 Long DBT CORP LU N 2 2027-06-30 Fixed 6.50000000 N N N N N N Bayview Opportunity Master Fun N/A 07332HAC0 540000.00000000 PA USD 562242.33000000 0.378039158549 Long ABS-MBS CORP US N 2 2055-04-28 Fixed 4.25000000 N N N N N N AFREN PLC 213800B4XZJ3ZDM7CL47 00830FAC6 635269.23000000 PA USD 520.92000000 0.000350254948 Long DBT CORP GB N 3 2019-04-08 Fixed 10.25000000 Y Y N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AJ0 499000.00000000 PA USD 515156.43000000 0.346379653268 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N OSHKOSH CORP 549300FEKNPCFSA2B506 688239AF9 752000.00000000 PA USD 810280.00000000 0.544814136262 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N DYNCORP INTERNTL INC 549300SUPXO1WGG7V096 26816DAL4 235000.00000000 PA USD 232650.00000000 0.156428652813 Long LON CORP US N 2 2025-08-16 Floating 7.76540000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BR1 10000.00000000 PA USD 10101.30000000 0.006791888032 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N DISH DBS CORP N/A 25470XAY1 170000.00000000 PA USD 176049.88000000 0.118371998952 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -6120.00000000 -0.00411495102 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2990 USD 2019-12-06 XXXX 20261.36 N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AG9 800000.00000000 PA USD 962705.60000000 0.647301698103 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.50000000 N N N N N N Diamond Resorts Owner Trust N/A 25272XAA3 228723.49000000 PA USD 230921.32000000 0.155266327072 Long ABS-O CORP US N 2 2029-10-22 Fixed 3.27000000 N N N N N N PLAYA RESORTS HOLDING B.V. 5493005SPBUMPZZCIZ96 72812NAD8 286710.29320000 PA USD 279304.57000000 0.187798141455 Long LON CORP US N 2 2024-04-27 Floating 4.65550000 N N N N N N Onslow Bay Financial LLC N/A 67098AAC3 475746.17000000 PA USD 490491.21000000 0.329795311399 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.50000000 N N N N N N TKC HOLDINGS INC N/A 87256FAB0 266396.55980000 PA USD 252855.62000000 0.170014459457 Long LON CORP US N 2 2023-02-01 Floating 5.86850000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAN9 290000.00000000 PA USD 334225.00000000 0.224725409355 Long DBT CORP US N 2 2026-03-15 Fixed 7.12500000 N N N N N N NAVISTAR INC 4EW4JDYTYMZ6D6T42H76 63937YAE1 481425.00000000 PA USD 478618.29000000 0.321812225731 Long LON CORP US N 2 2024-11-06 Floating 5.40430000 N N N N N N CONSOLIDATED COMMUNICATI 549300WW675Y48HDVX34 20903XAE3 545000.00000000 PA USD 467337.50000000 0.314227275023 Long DBT CORP US N 2 2022-10-01 Fixed 6.50000000 N N N N N N SANCHEZ ENERGY CORP 549300SB0HTIM17TVR61 79970YAE5 135000.00000000 PA USD 87750.00000000 0.059001135974 Long DBT CORP US N 2 2023-02-15 Fixed 7.25000000 Y Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BW93 816286.59000000 PA USD 850436.70000000 0.571814602552 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942BA9 500000.00000000 PA USD 597000.00000000 0.401409437908 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N ODBRCHT OFFSHRE DRLL FIN 549300L7LF2PIRAWID66 67576GAD9 1080426.00000000 PA USD 270106.50000000 0.181613565059 Long DBT CORP KY N 2 2026-12-01 Fixed 7.72000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911XAW4 165000.00000000 PA USD 186862.50000000 0.125642162631 Long DBT CORP US N 2 2027-01-31 Fixed 8.50000000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 05968DAA8 1085000.00000000 PA USD 1215200.00000000 0.817073281318 Long DBT CORP PE N 2 2029-03-19 Floating 6.62500000 N N N N N N BANFF MERGER SUB INC 549300DSDR5SWIGOZV63 05988LAA6 70000.00000000 PA USD 65607.50000000 0.044113014568 Long DBT CORP US N 2 2026-09-01 Fixed 9.75000000 N N N N N N Upstart Securitization Trust N/A 91678TAB2 37299.35000000 PA USD 37328.95000000 0.025099150481 Long ABS-O CORP US N 2 2025-08-20 Fixed 3.88700000 N N N N N N Shearer's Foods LLC 549300AQWIJSYS2CIH04 82087UAD9 310000.00000000 PA USD 305350.00000000 0.205310505637 Long LON CORP US N 2 2022-06-30 Floating 8.83510000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 7820.00000000 0.005257992972 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2975 USD 2019-12-09 XXXX -4558.64 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BM3 1990000.00000000 PA USD 2024813.06000000 1.361438982052 Long DBT NUSS UA N 2 2032-09-25 Fixed 7.37500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 20000.00000000 PA USD 20623.00000000 0.013866443614 Long DBT CORP US N 2 2029-12-01 Fixed 4.62500000 N N N N N N Citigroup Commercial Mortgage N/A 17327XAA5 585000.00000000 PA USD 583901.78000000 0.392602487946 Long ABS-MBS CORP US N 2 2036-12-15 Floating 2.68538000 N N N N N N iShares iBoxx High Yield Corporate Bond ETF N/A 464288513 11779.00000000 NS USD 1024066.26000000 0.688559232509 Long EC RF US N 1 N N N Starwood Mortgage Residential N/A 85572TAA3 430677.79000000 PA USD 436054.59000000 0.293193346515 Long ABS-MBS CORP US N 2 2049-02-25 Variable 3.46800000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAP0 1095000.00000000 PA USD 1282748.70000000 0.862491515318 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AX6 435000.00000000 PA USD 509624.25000000 0.342659939258 Long DBT CORP AU N 2 2075-10-19 Floating 6.75000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 14144.00000000 0.009510109028 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2975 USD 2019-12-11 XXXX -3674.64 N N N GLS Auto Receivables Trust N/A 36255GAC4 760000.00000000 PA USD 765518.44000000 0.514717465174 Long ABS-O CORP US N 2 2023-08-15 Fixed 3.52000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18453HAA4 175000.00000000 PA USD 182000.00000000 0.122372726464 Long DBT CORP US N 2 2027-08-15 Fixed 5.12500000 N N N N N N PANTHER BF AGGREGATOR 2 549300474L1ZLXZY2P98 000000000 295000.00000000 PA USD 294817.10000000 0.198228419425 Long LON CORP US N 2 2026-04-30 Floating 5.40230000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 905000.00000000 PA USD 946657.15000000 0.636511079520 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 68.00000000 0.000045721678 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3255 USD 2019-12-02 XXXX -1362.64 N N N JP Morgan Mortgage Trust N/A 46643KBS9 198087.19000000 PA USD 196782.19000000 0.132311940164 Long ABS-MBS CORP US N 2 2029-10-25 Variable 2.98031200 N N N N N N UAL 2007 PASS TRUST N/A 909287AA2 503838.13090000 PA USD 532840.67000000 0.358270140435 Long DBT CORP US N 2 2022-07-02 Fixed 6.63600000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAG3 415000.00000000 PA USD 406700.00000000 0.273455977215 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAP1 660000.00000000 PA USD 708851.32000000 0.476615762013 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N MONGOLIA INTL BOND N/A 60937LAA3 555000.00000000 PA USD 625728.85000000 0.420726073638 Long DBT NUSS MN N 2 2024-03-09 Fixed 8.75000000 N N N N N N Westlake Automobile Receivable N/A 96042FAF1 381000.00000000 PA USD 390508.81000000 0.262569383451 Long ABS-O CORP US N 2 2024-01-16 Fixed 4.00000000 N N N N N N CALIFORNIA ST N/A 13063A5E0 570000.00000000 PA USD 867215.10000000 0.583096023177 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAE9 1130000.00000000 PA USD 1188172.40000000 0.798900528011 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BB9 435000.00000000 PA USD 502425.00000000 0.337819324692 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N Prestige Auto Receivables Trus N/A 74113NAF5 525000.00000000 PA USD 531068.95000000 0.357078875561 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.01000000 N N N N N N TERRA BIDCO B C LTD N/A 000000000 275000.00000000 PA USD 273625.00000000 0.183979325708 Long LON CORP CA N 2 2026-11-25 Floating 6.69110000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -4012.00000000 -0.00269757900 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3215 USD 2019-12-09 XXXX -2.64 N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45175AAB7 43490.15000000 PA USD 43743.70000000 0.029412284805 Long LON CORP US N 2 2026-05-01 Floating 5.89050000 N N N N N N DENBURY RESOURCES INC 549300KCWA5W52MS5559 247916AM1 225000.00000000 PA USD 167343.75000000 0.112518192001 Long DBT CORP US N 2 2024-02-15 Fixed 7.75000000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAC2 505000.00000000 PA USD 518887.50000000 0.348888341227 Long DBT CORP US N 2 2026-04-01 Fixed 6.87500000 N N N N N N iHeart Communication Escrow N/A 000000000 255000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2023-05-01 None 0.00000000 N N N N N N AVANTOR INC 5493003VM0XB4U8YD238 05352AAC4 295000.00000000 PA USD 328187.50000000 0.220665929486 Long DBT CORP US N 2 2025-10-01 Fixed 9.00000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18451QAN8 151000.00000000 PA USD 166334.05000000 0.111839292320 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N BANCO NACIONAL COM EXT 4469000001BL6VG3DH44 05970AAA0 510000.00000000 PA USD 538687.50000000 0.362201418062 Long DBT CORP KY N 2 2025-10-14 Fixed 4.37500000 N N N N N N New Residential Mortgage Loan N/A 64829LAQ1 506468.42000000 PA USD 543531.07000000 0.365458126121 Long ABS-MBS CORP US N 2 2056-11-25 Variable 4.50000000 N N N N N N ACC Trust N/A 00085MAB5 515000.00000000 PA USD 524489.03000000 0.352654684625 Long ABS-O CORP US N 2 2022-10-20 Fixed 4.47000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 355000.00000000 PA USD 388957.53000000 0.261526337500 Long DBT CORP US N 2 2028-01-15 Fixed 7.00000000 N N N N N N MYLAN NV 549300A0CD4KNFGIIS89 62854AAN4 545000.00000000 PA USD 566947.15000000 0.381202574213 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Chase Mortgage Finance Corpora N/A 16163YAC8 217467.33000000 PA USD 223845.02000000 0.150508381334 Long ABS-MBS CORP US N 2 2045-04-25 Variable 3.75000000 N N N N N N MDGH - GMTN BV 213800L53ZH5KG593W13 55276VAG7 750000.00000000 PA USD 846712.50000000 0.569310533828 Long DBT CORP NL N 2 2028-11-07 Fixed 4.50000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CK4 1630000.00000000 PA USD 1532956.32000000 1.030725518844 Long DBT NUSS TR N 2 2026-10-09 Fixed 4.87500000 N N N N N N Towd Point Mortgage Trust N/A 89172RAC9 275000.00000000 PA USD 291063.77000000 0.195704764340 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 000000000 77546.33000000 PA USD 77844.11000000 0.052340637252 Long LON CORP CA N 2 2025-07-10 Floating 5.48610000 N N N N N N E*TRADE FINANCIAL CORP 549300LYE2HSVYJFJD24 269246BS2 264000.00000000 PA USD 285815.88000000 0.192176200563 Long DBT CORP US N 2 2028-06-20 Fixed 4.50000000 N N N N N N First Investors Auto Owner Tru N/A 32059RAJ2 565000.00000000 PA USD 578269.08000000 0.388815186537 Long ABS-O CORP US N 2 2024-06-17 Fixed 4.11000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBT4 313000.00000000 PA USD 346647.50000000 0.233078020314 Long DBT CORP US N 2 N/A Floating 5.87500000 N N N N N N EVERI PAYMENTS INC 5493006Q4MDLHOY1JV70 30034YAB8 176285.92420000 PA USD 176340.57000000 0.118567452402 Long LON CORP US N 2 2024-05-09 Floating 4.90990000 N N N N N N PANTHER BF AGGREGATOR 2 N/A 69867DAC2 355000.00000000 PA USD 362543.75000000 0.243766303023 Long DBT CORP US N 2 2027-05-15 Fixed 8.50000000 N N N N N N VOYA MM L/C CORE PORT-INI N/A 000000000 10017.00000000 NS USD 5910.03000000 0.003973771893 Long EC CORP US N 3 N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAA1 1335000.00000000 PA USD 1359804.18000000 0.914301895410 Long DBT CORP CL N 2 2027-10-12 Fixed 3.50000000 N N N N N N Verus Securitization Trust N/A 92537DAA8 563648.19000000 PA USD 569894.54000000 0.383184333281 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.83600000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 65336RAW8 165000.00000000 PA USD 165618.75000000 0.111358340610 Long LON CORP US N 2 2026-09-19 Floating 4.47160000 N N N N N N COLT Funding LLC N/A 19687XAA5 318810.50000000 PA USD 320974.27000000 0.215815915081 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.70500000 N N N N N N Regional Management Issuance T 54930056HUXF46SHBY72 75907RAA4 525000.00000000 PA USD 535905.30000000 0.360330729054 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.56000000 N N N N N N NEIMAN MARCUS GROUP LTD LLC 549300VXED5TMJSBCI17 64021SAD1 260425.72000000 PA USD 191819.17000000 0.128974916599 Long LON CORP US N 2 2023-10-25 Floating 7.90550000 N N N N N N SEMINOLE TRIBE 549300EWYRB8UULZD884 81683UAN7 332647.60290000 PA USD 333954.91000000 0.224543806884 Long LON CORP US N 2 2024-07-06 Floating 3.70330000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAC7 620000.00000000 PA USD 612629.29000000 0.411918222689 Long DBT CORP US N 2 2027-06-22 Fixed 3.70000000 N N N N N N PRESIDIO LLC N/A 74101VAK0 421390.41380000 PA USD 421074.37000000 0.283120981875 Long LON CORP US N 2 2024-02-02 Floating 4.77700000 N N N N N N SRS DISTRIBUTION INC 549300ZQ3XP75BCYM468 78471RAA4 495000.00000000 PA USD 504900.00000000 0.339483459296 Long DBT CORP US N 2 2026-07-01 Fixed 8.25000000 N N N N N N EAGLE HOLDING CO II LLC N/A 26959XAC7 295000.00000000 PA USD 299793.75000000 0.201574607497 Long DBT CORP US N 2 2022-05-15 Fixed 7.75000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152DU2 700000.00000000 PA USD 862939.00000000 0.580220869245 Long DBT MUN US N 2 2035-03-01 Fixed 6.90000000 N N N N N N American Homes 4 Rent N/A 02665UAC9 770000.00000000 PA USD 824519.62000000 0.554388538038 Long ABS-O CORP US N 2 2036-10-17 Fixed 4.70500000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906AAZ1 305000.00000000 PA USD 140300.00000000 0.094334579796 Long DBT CORP US N 2 2025-09-15 Fixed 11.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAC3 740000.00000000 PA USD 822384.20000000 0.552952729425 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CB4 935000.00000000 PA USD 737481.25000000 0.495865886148 Long DBT NUSS TR N 2 2043-04-16 Fixed 4.87500000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 23330JAA9 1250000.00000000 PA USD 1638652.50000000 1.101793264577 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAR0 40000.00000000 PA USD 41200.00000000 0.027701957859 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Provident Funding Mortgage Tru N/A 74387LAC5 510000.00000000 PA USD 512948.44000000 0.344895050212 Long ABS-MBS CORP US N 2 2049-11-01 Variable 3.00000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906ABA5 175000.00000000 PA USD 172812.50000000 0.116195257099 Long DBT CORP US N 2 2026-04-01 Fixed 8.50000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -24956.00000000 -0.01677985583 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3025 USD 2019-12-11 XXXX 5369.36 N N N Tricolor Auto Securitization T N/A 89614SAB5 506075.16000000 PA USD 512898.88000000 0.344861727177 Long ABS-O CORP US N 2 2022-02-15 Fixed 4.76000000 N N N N N N JP Morgan Mortgage Trust N/A 46650MAC1 237912.27000000 PA USD 241394.83000000 0.162308480777 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.00000000 N N N N N N Bunker Hill Loan Depositary Tr N/A 12061AAA6 338422.64000000 PA USD 342375.79000000 0.230205818119 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.61300000 N N N N N N Ellington Financial Mortgage T N/A 31573NAA9 215479.84000000 PA USD 218361.41000000 0.146821324705 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.14000000 N N N N N N EP ENER/EVEREST ACQ FIN N/A 268787AH1 115000.00000000 PA USD 1437.50000000 0.000966542825 Long DBT CORP US N 2 2024-05-01 Fixed 9.37500000 Y Y N N N N GTL TRADE FIN / GERDAU N/A 36249SAA1 386000.00000000 PA USD 424600.00000000 0.285491536576 Long DBT CORP VG N 2 2024-04-29 Fixed 5.89300000 N N N N N N GATEWAY CASINOS & ENTERTAIN 549300AK9XBIDV7T6V58 000000000 148125.00000000 PA USD 145996.44000000 0.098164738554 Long LON CORP CA N 2 2025-03-13 Floating 5.13940000 N N N N N N ACC Trust 2018-1 549300U9SU9NK6P6TK25 00435QAB3 470000.00000000 PA USD 472858.92000000 0.317939754250 Long ABS-O CORP US N 2 2021-05-20 Fixed 4.82000000 N N N N N N IHEARTMEDIA INC N/A 000000000 2723.44231000 NC USD 39206.68000000 0.026361694105 N/A DE CORP US N 2 IHEARTMEDIA INC N/A Call Purchased iHeartMedia Inc iHeartMedia Inc 1.00000000 0 USD 2049-12-31 XXXX -8095.7 N N N JUNIPER NETWORKS INC AUHIXNGG7U2U7JEHM527 48203RAM6 560000.00000000 PA USD 577805.35000000 0.388503384864 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAF7 530000.00000000 PA USD 516326.00000000 0.347166045959 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.12500000 N N N N N N AVANTOR INC 5493003VM0XB4U8YD238 05352AAA8 260000.00000000 PA USD 278525.00000000 0.187273976036 Long DBT CORP US N 2 2024-10-01 Fixed 6.00000000 N N N N N N VERTIV INT HOLD CORP 5493009VQRCPGB137B53 92536AAA5 335000.00000000 PA USD 316575.00000000 0.212857944398 Long DBT CORP US N 2 2022-02-15 Fixed 12.00000000 N N N N N N MCGRAW-HILL GLOBAL ED N/A 580638AC8 425000.00000000 PA USD 352750.00000000 0.237181204727 Long DBT CORP US N 2 2024-05-15 Fixed 7.87500000 N N N N N N UFC HOLDINGS LLC 549300JEOTH7UMZ3C491 90266UAF0 257747.86190000 PA USD 258876.80000000 0.174062966123 Long LON CORP US N 2 2026-04-29 Floating 4.94710000 N N N N N N KIK CUSTOM PRODUCTS INC 54930093YQIEW0FV8L89 49387TAR7 227780.00000000 PA USD 219060.58000000 0.147291430964 Long LON CORP CA N 2 2023-05-15 Floating 5.90550000 N N N N N N BRIGHTSPHERE INVESTMENT N/A 10948WAA1 675000.00000000 PA USD 701096.32000000 0.471401473586 Long DBT CORP US N 2 2026-07-27 Fixed 4.80000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 1720000.00000000 PA USD 1748036.00000000 1.175340281749 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N CPI ACQUISITION INC N/A 12635MAB5 520000.00000000 PA USD 391445.60000000 0.263199260080 Long LON CORP US N 2 2022-08-17 Floating 6.40990000 N N N N N N Drug Royalty III LP 1 5493003XX9XM10JNJW35 26224HAA5 133278.77000000 PA USD 133600.31000000 0.089829858193 Long ABS-O CORP US N 2 2027-04-15 Fixed 3.97900000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 020564AB6 1000000.00000000 PA USD 1072500.00000000 0.721124995238 Long DBT CORP MX N 2 2023-08-08 Fixed 5.37500000 N N N N N N Chase Mortgage Finance Corpora N/A 16164AAC9 207832.67000000 PA USD 215553.63000000 0.144933436277 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.75000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 780000.00000000 PA USD 946678.20000000 0.636525233069 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N One Market Plaza Trust N/A 68245HAA2 520000.00000000 PA USD 536027.39000000 0.360412819637 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 3.61390000 N N N N N N PERRIGO FINANCE UNLIMITE 549300E86RB6YCTMRM83 71429MAB1 445000.00000000 PA USD 453893.96000000 0.305188139621 Long DBT CORP IE N 2 2026-03-15 Fixed 4.37500000 N N N N N N LHFC Depositor, LLC 549300VCHJCK9EK5QK41 501890AA5 620000.00000000 PA USD 626477.82000000 0.421229664302 Long ABS-MBS CORP US N 2 2023-10-25 Variable 4.58000000 N N N N N N Residential Mortgage Loan Trus N/A 76119DAA7 142239.11000000 PA USD 142616.90000000 0.095892411499 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.91300000 N N N N N N Oportun Funding LLC N/A 68376HAA3 605000.00000000 PA USD 611074.62000000 0.410872897377 Long ABS-O CORP US N 2 2024-03-08 Fixed 3.61000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 07331UAD0 130000.00000000 PA USD 134517.24000000 0.090446381402 Long ABS-MBS CORP US N 2 2057-06-28 Variable 4.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 260000.00000000 PA USD 283597.38000000 0.190684530817 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Flagship Credit Auto Trust N/A 33843PAJ5 785000.00000000 PA USD 800408.22000000 0.538176572341 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.89000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 631000.00000000 PA USD 665641.90000000 0.447562715121 Long DBT CORP IE N 2 2026-05-01 Fixed 4.37500000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAD3 200000.00000000 PA USD 210496.00000000 0.141532799065 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 000000000 80000.00000000 PA 395207.56000000 0.265728717783 Long DBT CORP MX N 2 2022-12-05 Fixed 6.45000000 N N N N N N SS&C EUROPEAN HOLDINGS SARL N/A 78466DBE3 100258.14920000 PA USD 100728.36000000 0.067727494755 Long LON CORP LU N 2 2025-04-16 Floating 4.25330000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAC4 520000.00000000 PA USD 553800.00000000 0.372362724814 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N AFREN PLC 213800B4XZJ3ZDM7CL47 00830FAD4 731876.99000000 PA USD 292.75000000 0.000196838547 Long DBT CORP GB N 3 2020-12-09 Fixed 6.62500000 Y Y N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123BZ2 780000.00000000 PA USD 810797.52000000 0.545162105127 Long DBT NUSS TR N 2 2022-09-26 Fixed 6.25000000 N N N N N N Vericrest Opportunity Loan Tra N/A 92872KAA5 394501.44000000 PA USD 395871.70000000 0.266175270655 Long ABS-MBS CORP US N 2 2049-02-25 Variable 3.96720000 N N N N N N EXELA INTERMED/EXELA FIN N/A 30162RAA9 205000.00000000 PA USD 73287.50000000 0.049276874674 Long DBT CORP US N 2 2023-07-15 Fixed 10.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAN3 255000.00000000 PA USD 329591.99000000 0.221610277127 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAZ4 222000.00000000 PA USD 225330.00000000 0.151506848649 Long LON CORP US N 2 2025-09-19 Floating 9.15890000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAH7 512000.00000000 PA USD 548480.00000000 0.368785675886 Long DBT CORP US N 2 N/A Floating 5.12500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -4420.00000000 -0.00297190907 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2995 USD 2019-12-04 XXXX 26381.36 N N N MPT OPER PARTNERSP/FINL N/A 55342UAH7 270000.00000000 PA USD 283500.00000000 0.190619054685 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302UAM4 333325.00000000 PA USD 335824.94000000 0.225801173201 Long LON CORP US N 2 2024-03-28 Floating 7.09860000 N N N N N N INTERCORP PERU LTD 549300L0OFVSOE4NSY75 458652AB0 730000.00000000 PA USD 722700.00000000 0.485927304483 Long DBT CORP PE N 2 2029-08-15 Fixed 3.87500000 N N N N N N JEFFERIES GRP LLC / CAP N/A 47233JAG3 180000.00000000 PA USD 195426.27000000 0.131400249905 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N MICHAELS STORES INC BV4WJ23XIGNG4UDYEK73 594087AU2 215000.00000000 PA USD 206400.00000000 0.138778740342 Long DBT CORP US N 2 2027-07-15 Fixed 8.00000000 N N N N N N UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 912909AN8 485000.00000000 PA USD 417100.00000000 0.280448704441 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69370RAA5 815000.00000000 PA USD 1035033.48000000 0.695933345768 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N CAPITAL AUTOMOTIVE LP 549300C2Y7WDWSMFEY87 13973UAS8 193957.35000000 PA USD 194079.54000000 0.130494738795 Long LON CORP US N 2 2025-03-24 Floating 8.11300000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742AE5 550000.00000000 PA USD 634992.36000000 0.426954650425 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 340.00000000 0.000228608390 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 2960 USD 2019-12-02 XXXX -13398.64 N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 410000.00000000 PA USD 449987.30000000 0.302561388876 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAF7 635000.00000000 PA USD 695960.00000000 0.467947926980 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QBR2 1515000.00000000 PA USD 1447779.45000000 0.973454497890 Long DBT CORP MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N CABLE ONDA SA 5299008Q5GONPYNF9J32 12686LAA7 725000.00000000 PA USD 739500.00000000 0.497223248465 Long DBT CORP PA N 2 2030-01-30 Fixed 4.50000000 N N N N N N LEAR CORP 549300UPNBTXA1SYTQ33 521865AY1 390000.00000000 PA USD 398731.12000000 0.268097880663 Long DBT CORP US N 2 2027-09-15 Fixed 3.80000000 N N N N N N 21ST CENTURY ONCOLOGY UB301MR6T5C8BT8Z7E70 90207KAJ6 157764.72930000 PA USD 148496.05000000 0.099845420372 Long LON CORP US N 2 2023-01-16 Floating 8.12830000 N N N N N N Angel Oak Mortgage Trust N/A 03464MAA2 582616.68000000 PA USD 590475.65000000 0.397022610997 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.92000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAD3 355000.00000000 PA USD 364891.31000000 0.245344749824 Long DBT CORP US N 2 2024-10-15 Fixed 3.62500000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 20337EAQ4 185000.00000000 PA USD 183573.65000000 0.123430813503 Long LON CORP US N 2 2026-04-04 Floating 5.27700000 N N N N N N KRATON POLYMERS LLC/CAP N/A 50077DAE4 455000.00000000 PA USD 464100.00000000 0.312050452484 Long DBT CORP US N 2 2025-04-15 Fixed 7.00000000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAN1 630000.00000000 PA USD 660882.60000000 0.444362668324 Long DBT CORP US N 2 2028-08-09 Floating 4.68200000 N N N N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAL1 166000.00000000 PA USD 167503.96000000 0.112625913619 Long LON CORP US N 2 2024-11-01 Floating 10.14050000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -12580.00000000 -0.00845851043 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3025 USD 2019-12-09 XXXX 11421.36 N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -680.00000000 -0.00045721678 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Put Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3010 USD 2019-12-02 XXXX 23661.36 N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAF5 115000.00000000 PA USD 117363.83000000 0.078912812447 Long DBT CORP US N 2 2027-05-15 Fixed 7.25000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 84611WAB0 70000.00000000 PA USD 67375.00000000 0.045301442008 Long DBT CORP US N 2 2025-07-01 Fixed 6.75000000 N N N N N N VINE OIL & GAS LP / FIN N/A 927375AA3 430000.00000000 PA USD 176300.00000000 0.118540174042 Long DBT CORP US N 2 2023-04-15 Fixed 8.75000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 07331QAD9 385000.00000000 PA USD 400689.40000000 0.269414584304 Long ABS-MBS CORP US N 2 2053-06-28 Variable 4.25000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAA7 595000.00000000 PA USD 605412.50000000 0.407065814619 Long DBT CORP CL N 2 2024-09-21 Fixed 6.50000000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701818 47150.00000000 NS USD 1349904.50000000 0.907645572153 Long EP CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AL8 253000.00000000 PA USD 261855.00000000 0.176065441145 Long DBT CORP US N 2 N/A Floating 5.70000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAD0 515812.50000000 PA USD 521393.59000000 0.350573380052 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57300000 N N N N N N Verus Securitization Trust N/A 92537FAA3 456492.57000000 PA USD 460974.41000000 0.309948875726 Long ABS-MBS CORP US N 2 2059-12-25 Variable 3.40200000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW71 855000.00000000 PA USD 906368.40000000 0.609421825766 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.60030000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 830000.00000000 PA USD 949271.00000000 0.638268573757 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 91911UAH3 157500.00000000 PA USD 158051.25000000 0.106270122987 Long LON CORP US N 2 2025-11-27 Floating 4.66380000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAH5 1220000.00000000 PA USD 1285575.00000000 0.864391856180 Long DBT CORP CO N 2 2022-09-11 Fixed 5.12500000 N N N N N N GLS Auto Receivables Trust N/A 36255XAC7 845000.00000000 PA USD 870890.63000000 0.585567367283 Long ABS-O CORP US N 2 2024-07-15 Fixed 4.18000000 N N N N N N Frontera Energy Corp A25574TZFLBNK7NWQT47 35905B107 7526.00000000 NS USD 53372.67000000 0.035886588717 Long EC CORP CO N 1 N N N UKREXIMBANK(BIZ FIN PLC) 254900R5STMV7BZYC307 000000000 362500.00000000 PA USD 375376.00000000 0.252394420711 Long DBT NUSS GB N 2 2022-04-27 Fixed 9.62500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 700000.00000000 PA USD 689500.00000000 0.463604367568 Long DBT CORP US N 2 2033-01-18 Floating 5.12500000 N N N N N N Contra CB Downey N/A 000000000 140000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 788000.00000000 PA USD 770829.48000000 0.518288489598 Long DBT CORP US N 2 N/A Floating 5.00000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CT5 980000.00000000 PA USD 1061242.00000000 0.713555368015 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AM1 915000.00000000 PA USD 967429.50000000 0.650477942732 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BW8 80000.00000000 PA USD 91400.00000000 0.061455314279 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QAZ5 295000.00000000 PA USD 288097.00000000 0.193709974595 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N GLOBAL APPLIANCE INC N/A 37956KAB7 212690.38000000 PA USD 207373.12000000 0.139433044449 Long LON CORP US N 2 2024-09-29 Floating 6.09860000 N N N N N N SABINE OIL & GAS HOLDINGS IN N/A 78532M112 304.00000000 NC USD 3344.00000000 0.002248430754 N/A DE CORP US N 2 SABINE OIL & GAS HOLDINGS IN N/A Call Purchased Sabine Oil & Gas Holdings Inc Sabine Oil & Gas Holdings Inc 1.00000000 0 USD 2025-12-28 XXXX 1508.5 N N N NEW ENTERPRISE STONE & L 549300O5DQ5Y61B8VF38 644274AE2 390000.00000000 PA USD 409987.50000000 0.275666418634 Long DBT CORP US N 2 2022-04-01 Fixed 10.12500000 N N N N N N Vericrest Opportunity Loan Tra N/A 91833JAA8 329813.11000000 PA USD 332276.39000000 0.223415207605 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.33570000 N N N N N N CHOBANI LLC 549300ISVDMZ91KNTR38 17026YAD1 251342.13940000 PA USD 247938.97000000 0.166708614042 Long LON CORP US N 2 2023-10-10 Floating 5.48610000 N N N N N N DELHI INTL AIRPORT 335800HBF5DARYMEUD12 246724AA6 355000.00000000 PA USD 380307.95000000 0.255710553503 Long DBT CORP IN N 2 2029-06-04 Fixed 6.45000000 N N N N N N REGIONALCARE HOSPITAL PRTNRS N/A 75915TAD4 446625.00000000 PA USD 448929.59000000 0.301850208346 Long LON CORP US N 2 2025-11-16 Floating 6.40990000 N N N N N N LUKOIL INTL FINANCE BV 724500LG1GUKJ5TOIW61 549876AH3 400000.00000000 PA USD 424707.20000000 0.285563615457 Long DBT CORP NL N 2 2023-04-24 Fixed 4.56300000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 515000.00000000 PA USD 508614.00000000 0.341980669769 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N ENCANA CORP CZ72ZHBVKZXQRV3XFE26 012873AH8 280000.00000000 PA USD 356877.07000000 0.239956154223 Long DBT CORP CA N 2 2030-09-15 Fixed 8.12500000 N N N N N N DUN & BRADSTREET CORP RI37BMPWE56BCJ747E14 26483NAN0 290000.00000000 PA USD 291450.00000000 0.195964456748 Long LON CORP US N 2 2026-02-08 Floating 6.90060000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 69370PAA9 1705000.00000000 PA USD 2165315.44000000 1.455909637631 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N CALLON PETROLEUM CO 549300EFOWPEB0WLZW21 13123XAT9 218149.00000000 PA USD 207241.55000000 0.139344579726 Long DBT CORP US N 2 2024-10-01 Fixed 6.12500000 N N N N N N Veros Auto Receivables Trust N/A 92511AAB2 535000.00000000 PA USD 540333.04000000 0.363307842328 Long ABS-O CORP US N 2 2024-02-15 Fixed 4.05000000 N N N N N N Angel Oak Mortgage Trust N/A 03464QAA3 536727.37000000 PA USD 538294.99000000 0.361937503124 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.93000000 N N N N N N ALLIANCE RES OP/FINANCE N/A 01879NAA3 490000.00000000 PA USD 431200.00000000 0.289929228854 Long DBT CORP US N 2 2025-05-01 Fixed 7.50000000 N N N N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAC9 355000.00000000 PA USD 312400.00000000 0.210050767843 Long DBT CORP US N 2 2023-01-15 Fixed 5.50000000 N N N N N N PI US MERGERCO INC 549300N8UN7DUDH51357 000000000 500824.11560000 PA USD 498946.03000000 0.335480143130 Long LON CORP US N 2 2025-01-01 Floating 5.40550000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 154016.83570000 PA USD 154739.17000000 0.104043154526 Long LON CORP US N 2 2025-04-16 Floating 4.25330000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123AW0 420000.00000000 PA USD 452550.00000000 0.304284490997 Long DBT NUSS TR N 2 2025-02-05 Fixed 7.37500000 N N N N N N GUANAY FINANCE LTD N/A 40066NAA4 533502.70640000 PA USD 539504.61000000 0.362750824538 Long DBT CORP KY N 2 2020-12-15 Fixed 6.00000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 40049JBB2 525000.00000000 PA USD 562177.29000000 0.377995427108 Long DBT CORP MX N 2 2026-01-30 Fixed 4.62500000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 235000.00000000 PA USD 241753.82000000 0.162549857618 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N Preston Ridge Partners Mortgag N/A 69359CAA3 402863.83000000 PA USD 403032.03000000 0.270989716284 Long ABS-MBS CORP US N 2 2024-10-25 Variable 3.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BM2 210000.00000000 PA USD 212625.00000000 0.142964291014 Long DBT CORP CA N 2 2025-03-15 Fixed 7.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AE3 615000.00000000 PA USD 620596.50000000 0.417275196370 Long DBT CORP NL N 2 N/A Floating 6.00000000 N N N N N N Verus Securitization Trust N/A 92537BAA2 345928.08000000 PA USD 349835.13000000 0.235221311380 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.10800000 N N N N N N AUST & NZ BANKING GROUP JHE42UYNWWTJB8YTTU19 052528AK2 755000.00000000 PA USD 807389.39000000 0.542870554796 Long DBT CORP AU N 2 2026-05-19 Fixed 4.40000000 N N N N N N Dreyfus Government Cash Management 549300F7IDB6WRO7VJ11 262006208 1298232.27000000 NS USD 1298232.27000000 0.872902321232 Long STIV RF US N 1 N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AC0 500000.00000000 PA USD 518250.00000000 0.348459700496 Long DBT CORP US N 2 2026-04-04 Fixed 7.12500000 N N N N N N DYNASTY ACQUISITION CO I 549300L1RCRPOAUCB870 26812CAC0 156083.92000000 PA USD 156547.49000000 0.105259028420 Long LON CORP US N 2 2026-04-08 Floating 6.00950000 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBD8 27913.00000000 PA USD 30425.17000000 0.020457203329 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Verus Securitization Trust N/A 92535TAD9 520000.00000000 PA USD 526294.24000000 0.353868467425 Long ABS-MBS CORP US N 2 2058-06-01 Variable 4.42600000 N N N N N N INVERSIONES CMPC CI 549300G475ACIABB4385 46128MAF8 1000000.00000000 PA USD 1031096.57000000 0.693286255600 Long DBT CORP KY N 2 2023-05-15 Fixed 4.37500000 N N N N N N Pretium Mortgage Credit Partne N/A 74142RAA2 297713.51000000 PA USD 297633.75000000 0.200122271842 Long ABS-MBS CORP US N 2 2059-07-27 Variable 3.10490000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAC0 400000.00000000 PA USD 425080.00000000 0.285814277833 Long DBT CORP NL N 2 2027-09-18 Fixed 8.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 395000.00000000 PA USD 423829.97000000 0.284973785639 Long DBT CORP US N 2 2027-06-01 Fixed 4.50000000 N N N N N N GRUPO TELEVISA SAB 549300O4AF0C816ILN62 000000000 8000000.00000000 PA 302768.75000000 0.203574930911 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15670BAB8 352955.15590000 PA USD 352757.50000000 0.237186247559 Long LON CORP US N 2 2025-01-31 Floating 4.90890000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 1380000.00000000 PA USD 155250.00000000 0.104386625184 Long DBT NUSS VE N 2 2025-04-21 Fixed 7.65000000 Y Y N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 340.00000000 0.000228608390 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3240 USD 2019-12-04 XXXX -750.64 N N N Colony American Finance Ltd N/A 21872MAA0 290240.67000000 PA USD 305594.31000000 0.205474774213 Long ABS-O CORP US N 2 2052-11-15 Fixed 4.02600000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05967BAB1 900000.00000000 PA USD 927000.00000000 0.623294051828 Long DBT CORP CL N 2 2022-09-20 Fixed 3.87500000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 550000.00000000 PA USD 596310.92000000 0.400946115939 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N Towd Point Mortgage Trust N/A 89171YAD3 615000.00000000 PA USD 625446.14000000 0.420535985761 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.25000000 N N N N N N TELESAT CANADA/TELESAT L N/A 87952VAM8 445000.00000000 PA USD 458884.00000000 0.308543330829 Long DBT CORP CA N 2 2027-10-15 Fixed 6.50000000 N N N N N N ADVANZ PHARMA CORP 549300WZSXRSISJ4VI31 20653PAB8 103000.00000000 PA USD 96562.50000000 0.064926463732 Long DBT CORP CA N 2 2024-09-06 Fixed 8.00000000 N N N N N N PHYSICIANS REALTY LP 549300P6Q1UMT0X60U20 71951QAA0 655000.00000000 PA USD 700397.50000000 0.470931602659 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N FERMACA ENTERPRISES S RL 549300HYMZDEHWD3X752 31503AAA2 1224545.68460000 PA USD 1328632.07000000 0.893342466342 Long DBT CORP MX N 2 2038-03-30 Fixed 6.37500000 N N N N N N Octane Receivables Trust N/A 67576TAA7 510000.00000000 PA USD 510000.00000000 0.342912585148 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.16000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 748.00000000 0.000502938458 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3245 USD 2019-12-06 XXXX -682.64 N N N DORIC NIMROD AIR 2012-1A N/A 258258AA0 473751.18960000 PA USD 485616.39000000 0.326517591539 Long DBT CORP GG N 2 2022-11-30 Fixed 5.12500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCW8 200000.00000000 PA USD 210250.00000000 0.141367394171 Long DBT CORP US N 2 2025-08-01 Fixed 7.00000000 N N N N N N SABINE OIL & GAS T1 WARRANTS N/A 000000000 1451.00000000 NC USD 20314.00000000 0.013658678930 N/A DE CORP US N 2 SABINE OIL & GAS T1 WARRANTS N/A Call Purchased Sabine Oil & Gas Holdings Inc Sabine Oil & Gas Holdings Inc 1.00000000 0 USD 2026-07-31 XXXX 10158 N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 625000.00000000 PA USD 653125.00000000 0.439146631715 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Preston Ridge Partners Mortgag N/A 69359AAA7 815916.78000000 PA USD 817811.34000000 0.549878040711 Long ABS-MBS CORP US N 2 2024-01-25 Variable 4.50000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 9038000.00000000 PA 458039.24000000 0.307975333113 Long DBT NUSS MX N 2 2022-06-09 Fixed 6.50000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBF0 89089.52520000 PA USD 89512.70000000 0.060186336001 Long LON CORP US N 2 2025-04-16 Floating 4.33860000 N N N N N N ISTAR FINANCIAL INC QFFLKWYYS3UPWD86E794 46521HAB1 606332.63000000 PA USD 607848.46000000 0.408703699602 Long LON CORP US N 2 2023-06-28 Floating 4.84860000 N N N N N N Metlife Securitization Trust N/A 59166EAB1 466848.32000000 PA USD 483111.03000000 0.324833043550 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N SELECT MEDICAL CORP N/A 816196AT6 270000.00000000 PA USD 289575.00000000 0.194703748714 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAS8 1050000.00000000 PA USD 1260766.50000000 0.847711176045 Long DBT CORP NL N 2 2027-01-17 Fixed 7.37500000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAC7 205000.00000000 PA USD 217812.50000000 0.146452249907 Long DBT CORP US N 2 2024-02-15 Fixed 8.12500000 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAU4 413860.00000000 PA USD 416835.65000000 0.280270961418 Long LON CORP US N 2 2025-08-04 Floating 8.48430000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 000000000 105000000.00000000 PA 252751.03000000 0.169944135482 Long DBT CORP KZ N 2 2023-05-04 Fixed 8.95000000 N N N N N N Aqua Finance Trust N/A 03837PAA5 410678.27000000 PA USD 414518.77000000 0.278713143163 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.72000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 891160MJ9 1135000.00000000 PA USD 1184258.24000000 0.796268734434 Long DBT CORP CA N 2 2031-09-15 Floating 3.62500000 N N N N N N ICAHN ENTERPRISES/FIN N/A 451102BT3 480000.00000000 PA USD 510600.00000000 0.343316011719 Long DBT CORP US N 2 2026-05-15 Fixed 6.25000000 N N N N N N SURGERY CENTER HOLDINGS 54930054EVI5HWPPW113 86881WAD4 230000.00000000 PA USD 241500.00000000 0.162379194732 Long DBT CORP US N 2 2027-04-15 Fixed 10.00000000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 -68.00000000 NC USD -5032.00000000 -0.00338340417 N/A DE CORP US N 1 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Written STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3195 USD 2019-12-06 XXXX -682.64 N N N FIELDWOOD ENERGY LLC 549300KTQCELOBO6BF21 31659HAQ4 480000.00000000 PA USD 386702.40000000 0.260010038562 Long LON CORP US N 2 2022-04-11 Floating 7.25090000 N N N N N N CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 000000000 68.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US N 2 CBOE GLOBAL MARKETS, INC. 529900RLNSGA90UPEH54 Call Purchased STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 100.00000000 3265 USD 2019-12-09 XXXX -1430.64 N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 78307ADE0 1600000.00000000 PA USD 2026912.00000000 1.362850262329 Long DBT NUSS RU N 2 2042-04-04 Fixed 5.62500000 N N N N N N 2020-01-23 Virtus Global Multi-Sector Income Fund Amy Hackett Amy Hackett Vice President and Asst Treasurer